NYMEX Light Sweet Crude Oil Future December 2020


Trading Metrics calculated at close of trading on 03-Apr-2020
Day Change Summary
Previous Current
02-Apr-2020 03-Apr-2020 Change Change % Previous Week
Open 31.62 32.32 0.70 2.2% 33.10
High 36.00 34.85 -1.15 -3.2% 36.00
Low 31.50 31.77 0.27 0.9% 31.50
Close 33.05 34.16 1.11 3.4% 34.16
Range 4.50 3.08 -1.42 -31.6% 4.50
ATR 2.87 2.89 0.01 0.5% 0.00
Volume 164,575 161,127 -3,448 -2.1% 624,080
Daily Pivots for day following 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 42.83 41.58 35.85
R3 39.75 38.50 35.01
R2 36.67 36.67 34.72
R1 35.42 35.42 34.44 36.05
PP 33.59 33.59 33.59 33.91
S1 32.34 32.34 33.88 32.97
S2 30.51 30.51 33.60
S3 27.43 29.26 33.31
S4 24.35 26.18 32.47
Weekly Pivots for week ending 03-Apr-2020
Classic Woodie Camarilla DeMark
R4 47.39 45.27 36.64
R3 42.89 40.77 35.40
R2 38.39 38.39 34.99
R1 36.27 36.27 34.57 37.33
PP 33.89 33.89 33.89 34.42
S1 31.77 31.77 33.75 32.83
S2 29.39 29.39 33.34
S3 24.89 27.27 32.92
S4 20.39 22.77 31.69
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 36.00 31.50 4.50 13.2% 2.59 7.6% 59% False False 124,816
10 36.00 29.10 6.90 20.2% 2.18 6.4% 73% False False 100,072
20 40.05 28.06 11.99 35.1% 3.03 8.9% 51% False False 122,091
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.53
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 47.94
2.618 42.91
1.618 39.83
1.000 37.93
0.618 36.75
HIGH 34.85
0.618 33.67
0.500 33.31
0.382 32.95
LOW 31.77
0.618 29.87
1.000 28.69
1.618 26.79
2.618 23.71
4.250 18.68
Fisher Pivots for day following 03-Apr-2020
Pivot 1 day 3 day
R1 33.88 34.02
PP 33.59 33.89
S1 33.31 33.75

These figures are updated between 7pm and 10pm EST after a trading day.

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